Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52258.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45893.17 Kr¶

PnL: ---------------------------------------> -829.43 Kr¶

DD now: ---------------------------------> -1.623 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 14:51:11.853797'

Anic Portfolio¶

Today¶

Return: -0.534 %¶

This Week¶

Return: -1.523 %¶

Total portfolio value¶

Return including deposits: 71.08 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.130000 4455.000000 135.000000 3.130000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.690000 667.870000 28.870000 4.520000 638.999984
NCC B 7 2.330000 660.100000 6.100000 0.930000 653.999997
Nolato B 12 0.560000 649.200000 3.600000 0.560000 645.600000
SynAct Pharma 9 0.140000 646.200000 1.200000 0.190000 645.000003
Balco Group 39 2.020000 1873.950000 -1.050000 -0.060000 1874.999997
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
SCA A 4 -0.930000 596.800000 -2.200000 -0.370000 599.000000
BONESUPPORT HOLDING 10 -0.330000 1221.000000 -3.000000 -0.250000 1224.000000
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Latour B 2 0.090000 445.800000 -3.200000 -0.710000 449.000000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Addnode Group B 6 -0.640000 745.200000 -4.800000 -0.640000 750.000000
Sdiptech B 3 0.810000 816.600000 -5.400000 -0.660000 822.000000
Investor B 3 -0.940000 649.350000 -6.150000 -0.940000 655.500000
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Biotage 4 -1.320000 596.000000 -7.000000 -1.160000 603.000000
Profoto Holding 7 0.000000 574.000000 -8.000000 -1.370000 581.999999
Humana 40 0.480000 664.800000 -9.200000 -1.360000 674.000000
Embracer Group B 26 -0.040000 649.870000 -12.130000 -1.830000 661.999988
Indutrade 5 -0.570000 1305.500000 -14.500000 -1.100000 1320.000000
Fortnox 10 -1.040000 648.200000 -19.800000 -2.960000 668.000000
Vitrolife 3 -1.380000 644.400000 -32.600000 -4.820000 677.000001
Lime Technologies 2 2.750000 560.000000 -33.000000 -5.560000 593.000000
Volati 5 0.000000 540.000000 -34.000000 -5.920000 574.000000
Lundin Gold 7 -0.600000 935.200000 -38.800000 -3.980000 973.999999
Xvivo Perfusion 3 -2.550000 802.500000 -42.500000 -5.030000 845.000001
Creades A 7 -9.090000 556.850000 -54.150000 -8.860000 610.999998
Ambea 68 -0.870000 2479.280000 -57.720000 -2.280000 2537.000032
Investor A 16 -0.960000 3470.400000 -74.600000 -2.100000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.160000 3808.000000 -108.000000 -2.760000 3916.000000
Gaming Innovation Group 161 -2.330000 4041.100000 -146.900000 -3.510000 4187.999942
Bactiguard Holding B 37 -9.090000 2738.000000 -222.000000 -7.500000 2960.000000
TOTAL 45893.170000 -829.430000 -1.62316% 46722.599938

Updated:¶

'2023-06-09 14:51:28.795539'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶